-2.6%
MSI vs MSTZ
-12.4%
+9.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.9% |
| 7D | -1.8% | +24.8% | -26.6% | -1.8% |
| 30D | -0.6% | -59.2% | +58.6% | -0.7% |
| 3M | +13.0% | -56.9% | +69.9% | +12.9% |
| 6M | +0.5% | -57.6% | +58.1% | -0.3% |
| YTD | +21.7% | -73.6% | +95.3% | +20.5% |
| 1Y | -2.6% | -15.6% | +13.0% | -5.4% |
| All | -2.6% | -12.4% | +9.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling